MnMinos.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#include "Minuit2/MnMinos.h"
#include "Minuit2/FunctionMinimum.h"
#include "Minuit2/FCNBase.h"
#include "Minuit2/MnFunctionCross.h"
#include "Minuit2/MnCross.h"
#include "Minuit2/MinosError.h"
#include "Minuit2/MnPrint.h"
 
namespace ROOT {
 
namespace Minuit2 {
 
MnMinos::MnMinos(const FCNBase &fcn, const FunctionMinimum &min, unsigned int stra)
   : fFCN(fcn), fMinimum(min), fStrategy(MnStrategy(stra))
{
   MnPrint print("MnMinos");
 
   // construct from FCN + Minimum
   // check if Error definition  has been changed, in case re-update errors
   if (fcn.Up() != min.Up()) {
      print.Warn("MnMinos: UP value has changed, need to update FunctionMinimum class");
   }
}
 
MnMinos::MnMinos(const FCNBase &fcn, const FunctionMinimum &min, const MnStrategy &stra)
   : fFCN(fcn), fMinimum(min), fStrategy(stra)
{
   MnPrint print("MnMinos");
 
   // construct from FCN + Minimum
   // check if Error definition  has been changed, in case re-update errors
   if (fcn.Up() != min.Up()) {
      print.Warn("UP value has changed, need to update FunctionMinimum class");
   }
}
 
std::pair<double, double> MnMinos::operator()(unsigned int par, unsigned int maxcalls, double toler) const
{
   // do Minos analysis given the parameter index returning a pair for (lower,upper) errors
   MinosError mnerr = Minos(par, maxcalls, toler);
   return mnerr();
}
 
double MnMinos::Lower(unsigned int par, unsigned int maxcalls, double toler) const
{
   // get lower error for parameter par
 
   MnCross aopt = Loval(par, maxcalls, toler);
 
   MinosError mnerr(par, fMinimum.UserState().Value(par), aopt, MnCross());
 
   return mnerr.Lower();
}
 
double MnMinos::Upper(unsigned int par, unsigned int maxcalls, double toler) const
{
   // upper error for parameter par
 
   MnCross aopt = Upval(par, maxcalls, toler);
 
   MinosError mnerr(par, fMinimum.UserState().Value(par), MnCross(), aopt);
 
   return mnerr.Upper();
}
 
MinosError MnMinos::Minos(unsigned int par, unsigned int maxcalls, double toler) const
{
   // do full minos error anlysis (lower + upper) for parameter par
 
   MnPrint print("MnMinos");
 
   MnCross up = Upval(par, maxcalls, toler);
 
   print.Debug("Function calls to find upper error", up.NFcn());
 
   MnCross lo = Loval(par, maxcalls, toler);
 
   print.Debug("Function calls to find lower error", lo.NFcn());
 
   print.Debug("return Minos error", lo.Value(), ",", up.Value());
 
   return MinosError(par, fMinimum.UserState().Value(par), lo, up);
}
 
MnCross MnMinos::FindCrossValue(int direction, unsigned int par, unsigned int maxcalls, double toler) const
{
   // get crossing value in the parameter direction :
   // direction = + 1 upper value
   // direction = -1 lower value
   // pass now tolerance used for Migrad minimizations
 
   assert(direction == 1 || direction == -1);
 
   MnPrint print("MnMinos");
 
   print.Info("Determination of", direction == 1 ? "upper" : "lower", "Minos error for parameter", par);
 
   assert(fMinimum.IsValid());
   assert(!fMinimum.UserState().Parameter(par).IsFixed());
   assert(!fMinimum.UserState().Parameter(par).IsConst());
 
   if (maxcalls == 0) {
      unsigned int nvar = fMinimum.UserState().VariableParameters();
      maxcalls = 2 * (nvar + 1) * (200 + 100 * nvar + 5 * nvar * nvar);
   }
 
   std::vector<unsigned int> para(1, par);
 
   MnUserParameterState upar = fMinimum.UserState();
   double err = direction * upar.Error(par);
   double val = upar.Value(par) + err;
   // check if we do not cross limits
   if (direction == 1 && upar.Parameter(par).HasUpperLimit()) {
      val = std::min(val, upar.Parameter(par).UpperLimit());
   }
   if (direction == -1 && upar.Parameter(par).HasLowerLimit()) {
      val = std::max(val, upar.Parameter(par).LowerLimit());
   }
   // recompute err in case it was truncated for the limit
   err = val - upar.Value(par);
   std::vector<double> xmid(1, val);
   std::vector<double> xdir(1, err);
 
   double up = fFCN.Up();
   unsigned int ind = upar.IntOfExt(par);
   // get error matrix (methods return a copy)
   MnAlgebraicSymMatrix m = fMinimum.Error().Matrix();
   // get internal parameters
   const MnAlgebraicVector &xt = fMinimum.Parameters().Vec();
   // LM:  change to use err**2 (m(i,i) instead of err as in F77 version
   double xunit = std::sqrt(up / m(ind, ind));
   // LM (29/04/08) bug: change should be done in internal variables
   // set the initial value for the other parmaeters that we are going to fit in MnCross
   for (unsigned int i = 0; i < m.Nrow(); i++) {
      if (i == ind)
         continue;
      double xdev = xunit * m(ind, i);
      double xnew = xt(i) + direction * xdev;
 
      // transform to external values
      unsigned int ext = upar.ExtOfInt(i);
 
      double unew = upar.Int2ext(i, xnew);
 
      // take into account limits
      if (upar.Parameter(ext).HasUpperLimit()) {
         unew = std::min(unew, upar.Parameter(ext).UpperLimit());
      }
      if (upar.Parameter(ext).HasLowerLimit()) {
         unew = std::max(unew, upar.Parameter(ext).LowerLimit());
      }
 
      print.Debug("Parameter", ext, "is set from", upar.Value(ext), "to", unew);
 
      upar.SetValue(ext, unew);
   }
 
   upar.Fix(par);
   upar.SetValue(par, val);
 
   print.Debug("Parameter", par, "is fixed and set from", fMinimum.UserState().Value(par), "to", val, "delta =", err);
 
   MnFunctionCross cross(fFCN, upar, fMinimum.Fval(), fStrategy);
   MnCross aopt = cross(para, xmid, xdir, toler, maxcalls);
 
   print.Debug("aopt value found from MnFunctionCross =", aopt.Value());
 
   const char *par_name = upar.Name(par);
   if (aopt.AtMaxFcn())
      print.Warn("maximum number of function calls exceeded for Parameter", par_name);
   if (aopt.NewMinimum())
      print.Warn("new Minimum found while looking for Parameter", par_name);
   if (direction == 1) {
      if (aopt.AtLimit())
         print.Warn("parameter", par_name, "is at Upper limit");
      if (!aopt.IsValid())
         print.Warn("could not find Upper Value for Parameter", par_name);
   } else {
      if (aopt.AtLimit())
         print.Warn("parameter", par_name, "is at Lower limit");
      if (!aopt.IsValid())
         print.Warn("could not find Lower Value for Parameter", par_name);
   }
 
   print.Info("end of Minos scan for", direction == 1 ? "up" : "low", "interval for parameter", upar.Name(par));
 
   return aopt;
}
 
MnCross MnMinos::Upval(unsigned int par, unsigned int maxcalls, double toler) const
{
   // return crossing in the lower parameter direction
   return FindCrossValue(1, par, maxcalls, toler);
}
 
MnCross MnMinos::Loval(unsigned int par, unsigned int maxcalls, double toler) const
{
   // return crossing in the lower parameter direction
   return FindCrossValue(-1, par, maxcalls, toler);
}
 
} // namespace Minuit2
 
} // namespace ROOT